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  • #250562|
    Customer
    291 Posts

    sorry, but i am not getting the point, why the MAE/MFE computation is turned on always. In building process we are throwing away 99.9% of strategies, slowing down by 5-10% is not a small difference

    and if i see some users strategies when they upload here something, i am afraid that most of them doesnt know what is the biiggest MAE – they are trading without SL, with bad settings, holding positions for years…etc.

    the MAE/MFE should be user defined ON/OFF switcher, so the basic building process must be fastest

    and second thing – we are now consuming more RAM, because SQX files are bigger because of MAE/MFE values

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #250563
    Administrator
    1167 Posts

    there are many more things that are computed by default and you usually never use them, for example stats separately for Long and Short side, etc.

    It is simply not possible to make everything configurable and databank columns dependent on some hidden settings.

     

    Drawing daily equity is a standard thing even in MetaTrader Strategy tester, and it is important.

    Mark
    StrategyQuant architect

    #250565
    Customer
    291 Posts

    ok, understood

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #250572
    ivan
    Participant
    61 Posts

    I noticed that in Ranking tab, the maximum capacity to store strategies is 10.000. At least i cant increase it manualy.

    Although on almost any market is plenty (or almost impossible to reach 10.000) , on XAUUSD is the only market where having aprox 400 accepted strategies per hour, i reached 10.000 in less than 2 days and it seems there was still room for new strategies.

    It would be possible in future builds to increase the max capacity to 20.000 ?

    Timisoara, Romania

    #250573
    Gianfranco
    Customer
    65 Posts

    I to increase the strategies for houres..  in the ranking the parameters lowered the values  often works

    thanks Gianfranco

    Milan, Italy

    #250577
    Customer
    243 Posts

    hi. it is possible to use mae/mfe/edge ratio to use as a fitness?

    thanks

    #250581
    Customer
    34 Posts

    I want to know if this means that dukascopy is more quality data than darwinex?

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    #250591
    Customer
    291 Posts

    about the data: you are talking about 0.X% difference on 3 years of M1 candles? this is not a difference…the question is, why and how to use darwinex data, because they have only a short history

    to ivan: why to store so much not filtered strategies? doesnt make sense

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #250593
    Customer
    34 Posts

    Yeah, we’re talking about 0. X% difference. I darwinex data is needed because I only trade in that broker, and if you develop strategies on a dukascopy data and trade darwinex big difference gets backtest

    #250594
    Customer
    391 Posts

    hi. it is possible to use mae/mfe/edge ratio to use as a fitness? thanks

     

    Very good suggestion !!  Gives a value on entry efficiency

    #250595
    Customer
    391 Posts

    Formula would be diffrent for long and short trades and then we have exits !

    Entry efficiency formula
    Formula for a long trade: (Highest high – entry price) ÷ (Highest high – lowest low)
    Formula for a short trade: (entry price – lowest low) ÷ (Highest high – lowest low)

    Exit efficiency formula
    Formula for a long trade: (Exit price – lowest low) ÷ (Highest high – lowest low)
    Formula for a short trade: (Highest high – exit price) ÷ (Highest high – lowest low)

    • This reply was modified 2 weeks, 3 days ago by  mabi.
    #250612
    Customer
    291 Posts

    to partizanas: using TICK or 1M, dukascopy or darwinex data or even longest Asirikuy data – for me its wasting of time trying to get more accurate backtest – backtest will still be a backtest. In real accounts could happen almost everything – i have the same portfolio running with the same broker on 4 accounts, also in there are differences

    you can get on 3 accounts profit, on 1 account loss trade

    so thinking about darwinex data is simple – are 3 years for my building process enough? i think, that the answer is NO

    will i get more accurate backtest – NO

    so for forex pairs i am using DUKASCOPY 1M, there are not major changes

    for trading indices or oil, whatever other market you choos – where are different specifications through brokers – trading hours, contract sizes, decimal points, … its better to use brokers data, because dukascopy data are not suitable

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    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #250782
    Customer
    34 Posts

    will the SQX B126 version be released this Friday?

    #250806
    Customer
    233 Posts

    on the roadmap is the releasedate for 126 the friday

    #250807
    Administrator
    1167 Posts

    yes, the planned release is this Friday.

    Mark
    StrategyQuant architect

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